Robust Deep AUC Maximization: A New Surrogate Loss and Empirical Studies on Medical Image Classification

Deep AUC Maximization (DAM) is a paradigm for learning a deep neural network by maximizing the AUC score of the model on a dataset. Most previous works of AUC maximization focus on the perspective of optimization by designing efficient stochastic algorithms, and studies on generalization performance of DAM on difficult tasks are missing. In this work, we aim to make DAM more practical for interesting real-world applications (e.g., medical image classification). First, we propose a new margin-based surrogate loss function for the AUC score (named as the AUC margin loss). It is more robust than the commonly used AUC square loss, while enjoying the same advantage in terms of large-scale stochastic optimization. Second, we conduct empirical studies of our DAM method on difficult medical image classification tasks, namely classification of chest x-ray images for identifying many threatening diseases and classification of images of skin lesions for identifying melanoma. Our DAM method has achieved great success on these difficult tasks, i.e., the 1st place on Stanford CheXpert competition (by the paper submission date) and Top 1% rank (rank 33 out of 3314 teams) on Kaggle 2020 Melanoma classification competition. We also conduct extensive ablation studies to demonstrate the advantages of the new AUC margin loss over the AUC square loss on benchmark datasets. To the best of our knowledge, this is the first work that makes DAM succeed on large-scale medical image datasets.